Back
Tier-1 brand, metro location, and mid-level (2–6 years) requirement increase applicant competition.
Counterparty risk and regulatory margin expertise are highly finance-specific, limiting cross-industry transferability.
Explicit 2–6 years, quantitative master's, and specific ISDA SIMM/quant skills drive high filtering strictness.
Login to See Your Match Score
Create a free account or log in to unlock your CV match score across:
Calculate and monitor Initial Margin requirements for Fixed Income, FX, Commodities, and Repo products, addressing margin disputes and exposure analytics.
Engage with front-office Sales & Trading desks, hedge fund clients, and senior risk managers to oversee counterparty exposures and margin methodologies.
Contribute to client onboarding reviews, risk committees, and development of counterparty risk methodologies including Initial Margin, VaR, and stress testing frameworks.
Master’s degree in Financial Engineering, Quantitative Finance, Mathematics, Statistics, Physics, Engineering, or related quantitative discipline.
2–6 years of experience in Counterparty Risk, XVA, Structuring, Quantitative Risk, Market Risk, or related front-office risk function.
Strong understanding of Fixed Income products including Interest Rate derivatives, FX, Commodities, and Repo markets.
Knowledge of Initial Margin methodologies, ISDA SIMM, UMR, or related regulatory margin requirements is advantageous.
Experienced with quantitative modelling, risk analytics, and trading-related risk management in a front-office environment.
Comfortable with Python, SQL, or similar analytical tools for risk analysis and communication with traders and senior management.
Capable of managing multiple priorities in fast-paced markets while maintaining detail orientation and independently contributing to team efforts.